+212.7%
GDX vs XLU
+60.0%
+152.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.6% |
| 7D | -6.8% | +2.1% | -8.9% | -8.2% |
| 30D | -2.1% | +5.6% | -7.7% | -6.0% |
| 3M | -7.5% | +0.7% | -8.2% | -8.2% |
| 6M | -15.2% | -0.1% | -15.1% | -15.5% |
| YTD | -4.8% | +5.3% | -10.1% | -9.1% |
| 1Y | +6.7% | +2.2% | +4.6% | +4.5% |
| 3Y | +212.7% | +61.6% | +151.1% | +88.5% |
| All | +212.7% | +60.0% | +152.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling